Consistency of risk estimation with thresholding of wavelet coefficients
Alexey Markin, Oleg Vladimirovich Shestakov · Moscow University Computational Mathematics and Cybernetics · 2010
The paper considers the thresholding of coefficients in the expansion of a signal function on a wavelet basis. The approximate relations between theoretical risk and its estimate through soft and hard thresholdings with the universal threshold choice are given.